Skip to main content

LUP Student Papers

LUND UNIVERSITY LIBRARIES

Value-Weighting on the Swedish Stock Exchange

Alkelin, Atle LU and Persson, Oskar (2017) NEKH01 20171
Department of Economics
Abstract
In this thesis, we use Bloomberg data to compute a metric developed by Bhattacharya & Galpin (2011) to examine the popularity of value-weighting on the Swedish stock exchange. After analyzing our data, we reach three conclusions in documenting that: (1) Value- weighting is becoming more popular over time. (2) Value-weighting is more popular on the OMXS30 than on the market as a whole (the OMXS All Share Index). (3) The popularity of value-weighting is decreasing in times on financial turmoil. The thesis is concluded with a discussion concerning possible explanations for our findings.
Please use this url to cite or link to this publication:
author
Alkelin, Atle LU and Persson, Oskar
supervisor
organization
alternative title
A Stochastic Movement towards Mean-Variance Optimization
course
NEKH01 20171
year
type
M2 - Bachelor Degree
subject
keywords
Value-Weighting OMXS ETFs Financial Turmoil
language
English
id
8912280
date added to LUP
2017-07-11 11:15:00
date last changed
2017-07-11 11:15:00
@misc{8912280,
  abstract     = {{In this thesis, we use Bloomberg data to compute a metric developed by Bhattacharya & Galpin (2011) to examine the popularity of value-weighting on the Swedish stock exchange. After analyzing our data, we reach three conclusions in documenting that: (1) Value- weighting is becoming more popular over time. (2) Value-weighting is more popular on the OMXS30 than on the market as a whole (the OMXS All Share Index). (3) The popularity of value-weighting is decreasing in times on financial turmoil. The thesis is concluded with a discussion concerning possible explanations for our findings.}},
  author       = {{Alkelin, Atle and Persson, Oskar}},
  language     = {{eng}},
  note         = {{Student Paper}},
  title        = {{Value-Weighting on the Swedish Stock Exchange}},
  year         = {{2017}},
}